Available at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 1932-9466 Vol. 10, Issue 2 (December 2015), pp. 878-892 Applications and Applied Mathematics: An International Journal (AAM) The shifted Jacobi polynomial integral operational matrix for solving Riccati differential equation of fractional order A. Neamaty1, B. Agheli2 and R. Darzi3 1 Department of Mathematics University of Mazandaran Babolsar, Iran namaty@umz.ac.ir 2 Department of Mathematics Qaemshahr Branch Islamic Azad University Qaemshahr, Iran b.agheli@qaemshahriau.ac.ir 3 Department of Mathematics Neka Branch, Islamic Azad University Neka, Iran r.darzi@iauneka.ac.ir Received: October 31, 2014; Accepted: June 26, 2015 Abstract In this article, we have applied Jacobi polynomial to solve Riccati differential equation of fractional order. To do so, we have presented a general formula for the Jacobi operational matrix of fractional integral operator. Using the Tau method, the solution of this problem reduces to the solution of a system of algebraic equations. The numerical results for the examples presented in this paper demonstrate the efficiency of the present method. Keywords: Fractional differential equations; Operational matrix; Jacobi polynomials; Tau method, Riccati equation MSC 2010 No.: 34A08; 26A33; 47B36 1. Introduction Fractional calculus has been one of the most fascinating issues that have attracted the attention of large group of scholars, particularly in the fields of mathematics and engineering. This is due to the fact that boundary value problems of fractional differential equation can be employed to 878 AAM: Intern. J., Vol. 10, Issue 2 (December 2015) 879 explain various natural phenomena. Many scholars and authors in different fields such as physics, fluid flows, electrical networks, and viscoelasticity have attempted to introduce a model for these phenomena through using fractional differential equation [Oldham and Spanier (1974), Ross (1975), Kilbas et al. (2006), Podlubny (1999), Lakshmikantham et al. (2009)]. Interested readers can check other books and papers in the related literature to get further information about fractional calculus [Kilbas et al. (2006), Podlubny (1999)]. We know that most fractional differential equations do not lend themselves to accurate analytical solutions. Consequently, we should use approximate and numerical techniques to find solutions for fractional differential equations. Various methods have been employed in the last few decades to find such solutions. These methods include fractional partial differential equations and fractional integro-differential equations containing fractional derivatives as Adomian decomposition method [Momani and Noor (2006), Ray et al. (2006), Wang (2006)], Variational iteration method [Inc (2008), Odibat and Momani (2006), Abbasbandy(2007)], Homotopy analysis method [Hashim (2009), Zurigat(2010) ] and other methods [Kazemi (2011), Sweilam et al. (2012), Erjaee et al. (2011), ]. Attempts to find accurate and efficient methods to solve fractional Riccati equations have invited a lot of active research projects. Scholars and authors have presented various analytical and numerical methods for solving this equation. Analytical method includes the ADM and VIM, Abbasbandy (2007). Another approach through which we can solve fractional Riccati equation is to use HPM, Abbasbandy (2007). In the present research, we have employed Jacobi orthogonal polynomials to find solutions to the Riccati differential equation of fractional order D y( x) a( x) y( x) b( x) y 2 ( x) g ( x) , y(0) d , (1.1) (1.2) in which D signifies caputo fractional derivative operator of order a(x) and b(x) and g (x) stand for real functions on R . The purpose of this study is to generalize Jacobi integral operational matrix to fractional calculus. Thus, these matrices have been used along with the Tau method to reduce the solution of this problem to the solution of a system of algebraic equation. 2. Preliminaries In this section, several definitions of fractional calculus are presented. The definitions include the Jacobi polynomials, the shifted Jacobi polynomials and some of their properties. 2.1. Fractional Calculus Definition 1. A real function f (x) , x 0 is considered to be in the space C , ( R) if there exists a real number n( ) ,so that f ( x) xn f1 ( x) , where f1 ( x) C0, and it is said to be in the space Ck if and only if f ( k ) C , k N . 880 A. Neamaty et al. Definition 2. The Riemann-Liouville fractional integral operator of order 0 , of a function f C , 1 is given by 1 x ( x r ) 1 f (r ) dr , a ( ) I f ( x) I 0 f ( x), I 0 f ( x) f ( x) . I a f ( x) Definition 3. The Caputo's fractional derivative of f is defined as D f ( x) I k D k f ( x) x 1 ( x r ) k 1 f ( k ) (r ) dr , x 0, ( k ) 0 where, f Ck1 , k 1 k and k N . Property 1. For k 1 k , k N , f Ck , 1 and x 0 the following properties satisfy i) Da I a f ( x) f ( x) , k 1 ii ) I a Da f ( x) f ( x) f ( j ) (a ) j 0 ( x a) j . j! 2.2. Jacobi polynomials The Jacobi polynomials which are represented by J n , ( z ), are orthogonal with regard to the weight function w( z) (1 z) (1 z) on the interval I 1,1 , i.e., 1 1 J n , ( z ) J m , ( z ) dz n , m,n , where n , 2 1 (n 1) (n 1) n! (2n 1) (n 1) (2.2) and m, n is the Kronecker function. One can easily notice that the weight function w(z ) belongs to L1 ( I ) if and only if , 1. The following three term-recurrence to relation results in the Jacobi polynomials J 0 , 1, J1 , 1 2z 1 , 2 2 (2.1) AAM: Intern. J., Vol. 10, Issue 2 (December 2015) 881 J n,1 ( z) an z bn J n , ( z) cn J n,1 ( z), n 1, where 2n 12n 2 , 2(n 1)n 1 2n 12n 2 , an 2(n 1)n 1 2n 1n n . cn (n 1)n 12n an The Jacobi polynomials J n , ( z ), of degree n are generated by J , n ( z) 2 n n n i n i z 1 z 1 . i n i i 0 n (2.3) 2.3. The shifted Jacobi polynomials As a result of changing variable z 2 x 1, we obtain new orthogonal polynomials Pn , ( x) with weight function ws , ( x) 1 x x on the interval [0,1] which is called shifted Jacobi polynomials. These polynomials have the following orthogonality properties 1 P 0 where n , n , 2 1 , n ( x) Pm , ( x)ws , ( x) dx n , mn , (2.4) . From (2.3), we can write Pn , ( x) as follows: , n P n n i x 1 x n i , ( x) i n i i 0 n n i n n i j 1 x ni . Pn , ( x) i n i j i 0 j 0 (2.5) (2.6) From relations (2.5) and (2.6), we can easily notice that the following properties are satisfied. Property 2. nn . Pn , (0) 1 n Property 3. d i , n i 1 i , i Pn ( x) Pn i ( x). i dx n 1 882 A. Neamaty et al. Property 4. The shifted Jacobi polynomial can be achieved in the following form: n Pn ( x) pi n xi , , i 0 in which n i n 1 n pi n 1 , i 0, 1,..., n. i n i 0, Property 5. For 1 0 j x Pm , ( x) ws , ( x) dx pl j B l 1, 1, (2.7) l 0 where is B(t , s) Beta function. 2.4. The approximation of functions in the Sobolov space Suppose 0,1, then for any r N ( N is the set of all non-negative integers), the weighted Sobolev space H r () can be defined in the usual way, which indicates its inner product, semiws , norm and norm by u, vw , s Particularly, , r ,w , and s r , ws , L2ws H 0ws , (), and , respectively. ws , H wr , f | f can be measured, s f r 2 r , ws , f kx f 2 r , ws , 2 r , ws k , k k 0 rx f 2 ws r , r r , ws , r , ws , . , , . r Now we can suppose the function f H w , in s P m, , ( x) span p0 , ( x), p1 , ( x),..., pm , 1 ( x) , as presented in the following formula: f ( x) ki pi , ( x). i 0 in which the coefficients k i are generated by: (2.7) AAM: Intern. J., Vol. 10, Issue 2 (December 2015) ki 1 , j 1 0 883 pi , ( x) f ( x) ws , dx, i 0,1,... . (2.8) In practice, only the first m- terms shifted Jacobi polynomials are taken into account. Then we have: m1 f ( x) ki pi , ( x) k T p, (2.9) i 0 with K k0 , k1,..., km 1 , T (2.10) P p0 , ( x), p1 , ( x),..., pm , 1 ( x) . (2.11) In as much as P m, , is a finite dimensional vector space, f has a unique best approximation from P m, , , say f m ( x) Pm, , that is: y P m , , , f ( x) f m ( x) w f ( x) y s ws . r Guo and Wang (2004), came to the conclusion that for any f H w , , r N and 0 r , a s generic positive constant C independent of any function, m , and exists so that: f ( x) f m ( x) , ws( , ) C m 1m 1 r 2 f ( x) r , w . s 3. The operational matrix of fractional integral We can express Riemann-Liouville fractional integral operator of order of the vector p by: I P Q( ) P. (3.1) where Q ( ) is the m n operational matrix of Riemann-Liouville fractional integral of order . Theorem 3.1. If Q ( ) is the m n operational matrix of Riemann-Liouville fractional integral of order , then the elements of this matrix are taken as: Q qi(,j ) m1 i , j 0 i j pk(i ) pl( j ) k 0 l 0 (k 1) B(k l 1, 1) . j , (k 1) Now, we define the error vector E , as E I P Q ( ) P. The maximum norm of vector E is defined as follows (Guo and Wang (2004)) (3.2) 884 A. Neamaty et al. E m x 0 L m B( 1, 1) , 0 m! m 1 x0 m m x 0 L B( 1, 1) , 0, m ! m 1 x0 (3.3) where x0 0 and L max1 x0 , x0 . 4. Main Results Lemma 4.1. Let T K k0 , k1,..., km 1 , P p0 , ( x), p1 , ( x),..., pm , 1 ( x) . Now if we suppose that Q ( ) is the same in Theorem (3.1). Then, P PT (Q( ) )T K HP, where H hi , j hi , j i , j 0,1,...,n 1 2 1 j , (4.1) , with n 1 n 1 , , , pt ( x) qlt( ) kl ws , dx, p ( x ) p ( x ) j 0 i l 0 t 0 1 i, j 0,1,..., n 1 . Proof: We denote Pi , ( x) pi , i 0,1,..., n 1. We have p0 p T ( ) T P P (Q ) K 1 p0 pn 1 p0 ( ) ( ) q00 q10 qn( 1) 0 k0 ( ) ( ) q01 q11 qn( 1)1 k0 p0 ( ) ( ) ( ) q0 n 1 q1 n 1 qn 1 n 1 kn 1 n 1 n 1 n 1 k p p q k p p q k p0 pi qn 1 i 0 0 i 0 i 1 0 i 1 i n 1 i 0 i 0 i 0 n 1 n 1 n 1 k p p q k p p q k p p q 0 1 i 0i 1 1 i 1i n 1 1 i n 1i . i 0 i 0 i 0 n 1 n 1 n 1 k0 pn 1 pi q0 i k1 pn 1 pi q1i kn 1 pn 1 pi qn1 i i 0 i 0 i 0 If we consider f f0 , f1,, fn 1 with AAM: Intern. J., Vol. 10, Issue 2 (December 2015) 885 n 1 n 1 n 1 i 0 i 0 i 0 f j k0 pk pi q0i k1 pk pi q1i k j pk pi qn1 i , j 0,1,..., n 1, and applying (2.8)-(2.9), the following is obtained: n 1 h0 j p j nj 01 h1 j p j HP, P PT (Q ( ) )T K j 0 n 1 h p j 0 n 1 j j where hi , j 2 1 j , n 1 n 1 , , , pt ( x) qlt( ) kl ws , dx, p ( x ) p ( x ) j 0 i l 0 t 0 1 i, j 0,1,..., n 1 . The proof is complete. Now, we consider the Riccati equation with fractional orders of the form D y( x) a y( x) b y 2 ( x) g ( x), 0 1, y(0) d , (4.2) (4.3) where a, b, d are real constant coefficients and D stand for the Caputo fractional derivative of order . Using Definition (3), we can rewrite Equation (4.2): I 1 Dy( x) a y( x) b y 2 ( x) g ( x), 0 1. (4.4) To solve problems (4.2)-(4.3) we approximate D y(x) and g (x) by the shifted Jacobi polynomials as: m 1 D y ( x) ki pi , ( x) K T P, (4.5) i 0 m 1 g ( x) gi pi , ( x) GT P. (4.6) i 0 From (4.5), we get D y( x) dx I K T P K T IP x 0 (4.7) Consequently, y( x) K T Q(1) P y(0), (4.8) 886 A. Neamaty et al. and y 2 ( x) K T Q(1) P PT (Q(1) )T K 2K T Q(1) P y(0) y(0) , (4.9) D y( x) I 1 D y( x) I 1 K T P K T Q (1 ) P. (4.10) 2 Moreover, we have Using (4.6) and (4.8)-(4.10), problems (4.2)-(4.3) can be rewritten as: K T Q(1 ) P a K T Q(1) P y(0) b K T Q(1) P PT (Q(1) )T K 2K T Q(1) Py (0) y(0) GT P. 2 Applying lemma (4.1), this relation reduces to the following relation K T Q (1 ) P a K T Q (1) P C1 b K T Q (1) HP (4.11) 2 K Q C2 P C3 P G P, T (1) T where y(0) C1P , Py (0) C2 P and y(0)2 C3 P can be calculated in the same way as (4.1). By applying the typical Tau method see Canuto et al. (1988), a system of algebraic equation KT L F, (4.12) L Q(1 ) a Q(1) b Q(1) H Q(1) C2 P, (4.13) F GT C1 C3 , (4.14) is obtained. 5. Numerical results In this section, we applied the method presented in this paper and solved some examples. The examples reported in this section were selected from a large collection of problem to which this method could be applied. Example 1. We consider the following fractional Riccati differential equation D y( x) 2 y( x) y 2 ( x) g ( x), with initial condition 0 x 1, 0 1 y(0) 0. (5.1) (5.2) The exact solution of this problem for 1 was found to be of the form 1 2 1 . y ( x) 1 2 tanh 2 x log 2 2 1 By using the method that was elaborated in previous section, we have the approximations (4.5)(4.10). AAM: Intern. J., Vol. 10, Issue 2 (December 2015) 887 Using (4.11) and Tau method, the problems (5.1)-(5.2) are transformed to the following relation K T Q(1 ) 2Q(1) Q(1) H GT . Letting m 2 , 1and (5.3) 1 , we obtain 2 0.773748 0.21493 0.5 0.25 1 Q 2 , Q1 , G , 0.401202 0.351704 0.4 0.0 0 1 0.773748k0 0.687780k1 0.967185k0 0.859725k1 H . 0.773748k0 0.687780k1 0.96718k0 0.859725k1 Now, from (5.3) we conclude that K 6.91457 8.40791 . So T y( x) 1.0000 x 6.1391 107. Figure1. The approximate solution in the case 1, m 5, 3 and 2 of Example1. Example 2. We consider the following fractional Riccati differential equation D y( x) y( x) y 2 ( x) 0, 0 x 1, 0 1 (5.4) with initial condition 1 y (0) . 2 (5.6) The exact solution of this problem is y ( x) e x . 1 e x By using the method that was elaborated in previous section, we have the approximations (4.5)(4.10). 888 A. Neamaty et al. Using (4.11) and Tau method, the problems (5.4)-(5.5) are transformed to the following relation K T Q(1 ) Q(1) H P Letting m 3 , 1 and 0.8 , we obtain Q 0.2 1 0. 4 (5.7) 0.935031 0.0703778 0.00754058 0.392111 0.727248 0.0446918 , 0.642244 0.437149 0.643899 0.5 0.16667 0.0 Q1 0.642857 0.0 0.0535714, 1.33333 0.437149 0.0 H h1 h2 h3 . It is easy to see that 1 1 1 1 0 0 P. 0 0 6x 3 4 4 4 28 x 2 28 x 6 Now, from (5.6) we conclude that K 63.4958 63.7014 25.8788 . So, y( x) 0.2351 x2 0.035180 x 0.37578. 0.608934k0 0.881562k1 0.725841k2 h1 0.214920k0 0.140508k1 1.41862k2 , 0.0110388k0 0.199772k1 0.0245617 k2 0.608934k0 0.881562k1 0.725841k2 h2 0.167160k0 0.109284k1 1.103372k2 , 0.00858573k0 1.55379k1 0.190802k2 0.228350k0 0.330586k1 0.272190k2 h3 0.0805950k0 0.526905k1 0.531984k2 , 0.00413955k0 0.0749146k1 0.00919940k2 T AAM: Intern. J., Vol. 10, Issue 2 (December 2015) 889 Figure 2. The approximate solution in the case 1, m 5, 3 and 2 of Example2. Example 3. As a final example, we consider the following fractional Riccati differential equation D y( x) y 2 ( x) x2 , 0 x 1, 0 1 (5.7) with initial condition y(0) 1. (5.8) The exact solution of this problem is x2 1 x2 3 x J 3 J 3 2 4 4 2 4 y ( x) 4 2 , x 1 x2 3 J 1 2 J 1 2 4 2 4 4 4 where J (t ) is the Bessel function of the first kind. We suppose that m 3 , 1 and 13 x2 1 15 1 . It is easy to see that 2 1 1 1 13 4 x 2 30 15 15 15 x 2 2 x 3 1 1 P. 30 15 In the same way as in the previous examples, by using (4.11), the problems (5.7)-(5.8) are transformed to the following relation: ( 12 ) 13 K Q Q (1) H 2Q (1) 15 T 1 30 1 P. 15 890 A. Neamaty et al. Now, using Tau method, we reduce the problem to solve the following system of algebraic equation (1) 13 K T Q 2 Q(1) H 2Q(1) 15 1 1 . 30 15 (5.9) Now, from (5.9) we conclude K 1.65702 2.45478 1.81873 . T So y( x) 2.554778x 2 3.33234 x 2.79004. In Table 1, the approximate solutions for test problems 1, 2 and 3 obtained by different values of m, , and using the presented method. Table 1. The approximate solutions for examples 1, 2 and 3 EX m y 2 0.5 1 1 1.000 x 6.1391 10 7 0.8 2 2 0.96249 x 2 0.80401 x 6.1391 10 7 0.9 1 3 0.21268x 3 0.65203 x 2 0.99962 x 7.2732 10 7 3 EX 1 4 0.36169 x 4 0.73652 x 3 0.96249 x 2 5 1.0 3 2 2 0.5 1 1 0.029326 x 0.38318 0.8 2 2 0.23478 x 2 0.035191 x 0.38941 4 0.9 1 3 0.0031179 x 3 0.052465 x 2 0.032258 x 0.41260 5 1.0 3 2 2 0.5 1 1 0.0001230466 x 0.9931299 0.8 2 2 0.6529539 x 2 0.5156453 x 0.9761941 4 0.9 1 3 6.608623x 3 0.6529539 x 2 0.005250264 x 0.9931489 5 1.0 3 2 3 EX 2 3 EX 3 0.80401 x 7.1306 10 7 .00027185 x 4 .00010234 x 3 .28132 x 2 .0000032236 x .52133 14.36735 x 4 14.45792 x 3 .6528798 x 2 1283269 10 5 x .9931370 AAM: Intern. J., Vol. 10, Issue 2 (December 2015) 891 5. Conclusion In this paper, we have proposed a numerical method for solving Riccati differential equation of fractional order. The shifted Jacobi polynomial integral operational matrix was developed to solve this equation. The numerical results showed this method is powerful, new and interesting. All of the numerical computations in this study have been done on a PC applying some programs written in MAPLE. REFERENCES Abbasbandy, S. (2006). Homotopy perturbation method for quadratic Riccati differential equation and comparison with Adomian decomposition method, Appl. Math. Comput. 172:485-490. Abbasbandy, S. (2007). An approximation solution of a nonlinear equation with RiemannLiouville's fractional derivatives by He's variational iteration method, J. Comput. Appl. Math. 207:53-58. Abbasbandy, S. (2007). A new application of He’s variational iteration method for quadratic Riccati differential equation by using Adomians polynomials, J. Comput. Appl. Math. 207 (1) 159-163. Canuto, C., Hussaini, M.Y., Quarteroni, A., Zang, T.A. (1988). Spectral Methods in Fluid Dynamic, Prentice-Hall, Englewood Cliffs, NJ. Erjaee, G.H., Taghvafard, H. and Alnasr, M. (2011). Numerical solution of the high thermal loss problem presented by a fractional differential equation, Commun. Nonlinear. Sci. Numer. Simul. 16 :1356-1362. Guo, B.Y., Wang, L.L. (2004). Jacobi approximations in non-uniformly jacobi-weighted sobolev spaces, J. Approx. Theory. 128:1–41. Hashim, I., Abdulaziz, O., Momani, S. (2009). Homotopy analysis method for fractional IVPs, Commun. Nonlinear Sci. Numer. Simul. 14:674-684. Inc, M. (2008). The approximate and exact solutions of the space- and time-fractional Burgers equations with initial conditions by variational iteration method, J. Math. Anal. Appl. 345: 476-484. Kazemi, M. and Erjaee, G. H. (2011). Analytical and numerical solutions of different parabolic heat equations presented in the form of multi-term fractional differential equations, Iranian Journal of Science and Technology. Transaction A. Science, vol. 35, no. 3, pp. 185-192. Kilbas, A.A., Srivastava, H.M., Trujillo, J.J. (2006). Theory and application of fractional differential equations, Elsevier B.V, Netherlands. Lakshmikantham, V., Leela, S., Vasundhara, J. (2009). Theory of fractional dynamic systems, Cambridge Academic Publishers, Cambridge. Momani, S., Noor, M.A. (2006). Numerical methods for fourth-order fractional integrodifferential equations, Appl. Math. Comput. 182:754-760. Odibat, Z., Momani, S. (2006). Application of variational iteration method to nonlinear differential equations of fractional order, Int. J. Nonlinear Sci. Numer. Simul. 7:271-279. Oldham, K.B., Spanier, J. (1974). The fractional calculus, Academic press, New York and London. 892 A. Neamaty et al. Podlubny, I. (1999). Fractional differential equations, Academic Press, San Diego, CA. Ray, S.S., Chaudhuri, K.S., Bera, R.K. (2006). Analytical approximate solution of nonlinear dynamic system containing fractional derivative by modified decomposition method, Appl. Math. Comput. 182:544-552. Ross (Ed.), B. (1975). The fractional calculus and its application, in: Lecture notes in mathematics, vol.475, Springer-Verlag, Berlin. Sweilam, N.H., Khader, M.M. and Mahdy, A.M. (2012). Numerical Studies for Solving Fractional Riccati Differential Equation. Appl. Appl. Math., 7: 595 - 608. Wang, Q., (2006). Numerical solutions for fractional KdV-Burgers equation by Adomian decomposition method, Appl. Math. Comput. 182: 1048-1055. Zurigat, M., Momani, S., Alawneh, A. (2010). Analytical approximate solutions of systems of fractional algebraic-differential equations by homotopy analysis method, Comput. Math. Appl. 59: 1227-1235.